TAB I - DoubleLine Shiller Enhanced CAPE® Strategies

The Shiller Barclays CAPE® S. Sector Index attempts to shift portfolio exposures to the “cheapest” sectors of the U.S. large cap equity market

DoubleLine’s Fixed Income strategy strives to shift its exposures to the “cheapest” sectors of the fixed income

Both strategies offer a value play in their respective markets, and when combined investors receive “Double ”

DoubleLine Shiller Enhanced CAPE® Structure

The distinct structure of the DoubleLine Shiller Enhanced CAPE® Strategy allows investors to simultaneously access returns of the equity markets and fixed income By using an equity index swap, $1 invested in the strategy provides approximately $1 of exposure to each market.

Whatis Double Value?

The DoubleLine Shiller Enhanced International CAPE® Strategy creates “Double Value” for investors when combining two unique sources of value:

The Shiller Barclays CAPE® Europe Sector Net Index attempts to shift portfolio exposures to the “cheapest” sectors of the European large and mid cap equity market

DoubleLine’s Fixed Income strategy strives to shift its exposures to the “cheapest” sectors of the fixed income

As with the S. version both strategies offer a value play in their respective markets, and when combined investors receive “Double Value.”

DoubleLine Shiller Enhanced International CAPE®

The distinct structure of the DoubleLine Shiller Enhanced International CAPE® Strategy allows investors to simultaneously access returns of the equity markets and fixed income By using an equity index swap, $1 invested in the strategy provides approximately $1 of exposure to each market.

TAB II - U.S. Equity Earnings

S&P 500 Earnings Estimates

Source: Bloomberg, DoubleLine

EPS: Earning Per Share

TAB III - Smart Beta: Shiller Barclays CAPE® U.S. Sector Index

Shiller Barclays CAPE® U.S. Sector Index

* A portion of the Initial Investment may be pledged as collateral under the swap

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